+35.2%
FROG vs RY
+247.6%
-212.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | -11.3% | +3.1% | -14.4% | -12.9% |
| 30D | +3.6% | -0.3% | +4.0% | +3.8% |
| 3M | +1.7% | +8.7% | -7.0% | -3.8% |
| 6M | +123.5% | +28.5% | +95.0% | +90.1% |
| YTD | +40.2% | +25.1% | +15.1% | +20.8% |
| 1Y | +81.0% | +46.3% | +34.7% | +40.6% |
| 3Y | +194.8% | +154.9% | +39.8% | +58.9% |
| 5Y | +131.8% | +140.3% | -8.5% | +28.3% |
| All | +35.2% | +247.6% | -212.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling